Distributionally Robust Counterpart in Markov Decision Processes.
Pengqian YuHuan XuPublished in: IEEE Trans. Autom. Control. (2016)
Keyphrases
- markov decision processes
- robust optimization
- stochastic programming
- optimal policy
- reinforcement learning
- state space
- finite state
- dynamic programming
- mathematical programming
- policy iteration
- transition matrices
- finite horizon
- partially observable
- average cost
- factored mdps
- infinite horizon
- lot sizing
- action space
- reachability analysis
- planning under uncertainty
- decision theoretic planning
- state and action spaces
- decision theory
- markov decision process
- average reward
- cooperative
- model based reinforcement learning
- semidefinite programming
- action sets
- monte carlo
- data mining